AsyK (version 1.5.4)

RIG: Estimated Density Values by Resiprocal Inverse Gaussian kernel

Description

Estimated Kernel density values by using Resiprocal Inverse Gaussian Kernel.

Usage

RIG(y, k, h)

Arguments

y

a numeric vector of positive values.

k

gird points.

h

the bandwidth

Value

x

grid points

y

estimated values of density

Details

Scaillet 2003. proposed Resiprocal Inverse Gaussian kerenl. He claimed that his proposed kernel share the same properties as those of gamma kernel estimator. $$K_{RIG \left( \ln{ax}4\ln {(\frac{1}{h})} \right)}(y)=\frac{1}{\sqrt {2\pi y}} exp\left[-\frac{x-h}{2h} \left(\frac{y}{x-h}-2+\frac{x-h}{y}\right)\right]$$

References

Scaillet, O. 2004. Density estimation using inverse and reciprocal inverse Gaussian kernels. Nonparametric Statistics, 16, 217-226.

See Also

To examine RIG density plot see plot.RIG and for Mean Squared Error mseRIG. Similarly, for Laplace kernel Laplace.

Examples

# NOT RUN {
y <- rexp(100,1)
h <- 0.79 * IQR(y) * length(y) ^ (-1/5)
RIG(y,200,h)
# }

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